Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-27 0.777918 0.886796 1.012272 1.169189 1.362489 1.595956 1.904216
2024-11-03 0.687590 0.829730 1.007817 1.252805 1.590293 2.053925 2.768491
2024-11-10 0.624846 0.788791 1.008611 1.336601 1.836342 2.613636 4.023149
2024-11-17 0.559358 0.731273 0.974490 1.362530 2.007697 3.132904 5.535922
2024-11-24 0.509295 0.686340 0.948958 1.394370 2.199264 3.775685 7.812446
2024-12-01 0.449695 0.618820 0.878118 1.337643 2.221261 4.117177 9.791781
2024-12-08 0.401736 0.562670 0.816466 1.283810 2.234100 4.455898 12.255405
2024-12-15 0.379048 0.542712 0.810160 1.327616 2.461291 5.452340 18.927532
2024-12-22 0.364583 0.533848 0.820794 1.405882 2.797765 7.033393 33.931599
2024-12-29 0.345749 0.515418 0.811707 1.442679 3.054087 8.648930 60.721741
2025-01-05 0.327384 0.495686 0.797325 1.465196 3.286878 10.495593 117.939047
2025-01-12 0.308189 0.472511 0.773313 1.461183 3.446086 12.295489 241.940841
2025-01-19 0.284032 0.439126 0.727089 1.400215 3.420282 13.250828 447.212810
2025-01-26 0.272064 0.426608 0.720564 1.434303 3.731109 16.929423 3026.810239
2025-02-02 0.262082 0.416735 0.718068 1.478557 4.112907 22.457649 NaN
2025-02-09 0.248281 0.398464 0.695837 1.466315 4.276916 26.948523 NaN
2025-02-16 0.237089 0.384215 0.680522 1.470124 4.519051 33.828373 NaN
2025-02-23 0.220516 0.358384 0.637451 1.387406 4.334005 34.316555 NaN
2025-03-02 0.206141 0.335969 0.600071 1.315756 4.176932 35.042432 NaN
2025-03-09 0.200382 0.330004 0.598583 1.349488 4.557421 48.582478 NaN
2025-03-16 0.197369 0.329169 0.608466 1.420254 5.198842 79.612406 NaN
2025-03-23 0.191956 0.323074 0.605511 1.450393 5.651644 120.721033 NaN
2025-03-30 0.186161 0.315780 0.598952 1.467611 6.052533 184.444971 NaN